用于进行高斯消去的BLAS/LAPACK例程 [英] BLAS/LAPACK routine for doing Gaussian elimination

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问题描述

我是BLAS/Lapack的新用户,我只是想知道是否有一个例程可以消除高斯,甚至消除高斯-乔丹?我在Google上搜索并查看了他们的文档,但仍然找不到它们.

I'm a new user of BLAS/Lapack, and I'm just wondering is there a routine which does Gaussian elimination or even Gaussian-Jordan elimination? I googled and looked at their documentations, but still couldn't find them.

非常感谢您的帮助!

推荐答案

高斯消除与LU分解基本相同.例程xGETRF计算LU分解(例如,对于真正的双精度矩阵, DGETRF ).U因子对应于高斯消除后的矩阵.U因子在出口处存储在矩阵A的上三角部分(包括对角线)中.

Gaussian elimination is basically the same as LU factorization. The routine xGETRF computes the LU factorization (e.g., DGETRF for real double precision matrices). The U factor corresponds to the matrix after Gaussian elimination. The U factor is stored in the upper triangular part (including the diagonal) of the matrix A on exit.

LU分解/高斯消去法通常用于求解线性方程组.一旦计算出LU分解,就可以使用xGETRS例程求解线性系统.

LU factorization / Gaussian elimination is commonly used to solve linear systems of equations. You can use the xGETRS routine to solve a linear system once you have computed the LU factorization.

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